If X is a non-negative random variable for which E(X) exists,show that for every t>0.
And you didn't notice that under Mr Fantasy's link...
http://people.csail.mit.edu/ronitt/COURSE/S07/lec25.pdf
under your last post...
http://www.mathhelpforum.com/math-he...nequality.html
it's Theorem ONE, on page ONE.